+105.1%
OSCR vs ALC
+4.2%
+100.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.8% | +1.8% | +6.8% |
| 7D | +15.5% | +10.7% | +4.7% | +12.7% |
| 30D | +8.5% | +20.2% | -11.6% | +4.1% |
| 3M | +15.8% | +8.9% | +6.9% | +13.3% |
| 6M | +89.5% | +5.7% | +83.8% | +80.8% |
| YTD | +144.9% | -1.4% | +146.3% | +141.0% |
| 1Y | +105.1% | +4.7% | +100.4% | +98.5% |
| All | +105.1% | +4.2% | +100.9% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling